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WAMFX vs. WIEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAMFX vs. WIEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Walden Midcap Fund (WAMFX) and Boston Trust Walden International Equity Fund (WIEFX). The values are adjusted to include any dividend payments, if applicable.

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WAMFX vs. WIEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAMFX
Boston Trust Walden Midcap Fund
-4.10%4.82%10.39%13.90%-10.87%24.85%9.56%36.98%-3.59%16.21%
WIEFX
Boston Trust Walden International Equity Fund
-2.50%15.09%5.31%16.19%-13.08%13.42%7.16%20.63%-10.17%19.92%

Returns By Period

In the year-to-date period, WAMFX achieves a -4.10% return, which is significantly lower than WIEFX's -2.50% return. Over the past 10 years, WAMFX has outperformed WIEFX with an annualized return of 9.70%, while WIEFX has yielded a comparatively lower 6.72% annualized return.


WAMFX

1D
-0.19%
1M
-7.83%
YTD
-4.10%
6M
-4.23%
1Y
1.76%
3Y*
6.62%
5Y*
5.64%
10Y*
9.70%

WIEFX

1D
0.51%
1M
-8.39%
YTD
-2.50%
6M
-4.05%
1Y
5.83%
3Y*
9.29%
5Y*
5.73%
10Y*
6.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAMFX vs. WIEFX - Expense Ratio Comparison

WAMFX has a 0.99% expense ratio, which is higher than WIEFX's 0.94% expense ratio.


Return for Risk

WAMFX vs. WIEFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAMFX
WAMFX Risk / Return Rank: 88
Overall Rank
WAMFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WAMFX Sortino Ratio Rank: 88
Sortino Ratio Rank
WAMFX Omega Ratio Rank: 77
Omega Ratio Rank
WAMFX Calmar Ratio Rank: 88
Calmar Ratio Rank
WAMFX Martin Ratio Rank: 88
Martin Ratio Rank

WIEFX
WIEFX Risk / Return Rank: 1414
Overall Rank
WIEFX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
WIEFX Sortino Ratio Rank: 1111
Sortino Ratio Rank
WIEFX Omega Ratio Rank: 1212
Omega Ratio Rank
WIEFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
WIEFX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAMFX vs. WIEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Midcap Fund (WAMFX) and Boston Trust Walden International Equity Fund (WIEFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WAMFXWIEFXDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.34

-0.18

Sortino ratio

Return per unit of downside risk

0.35

0.55

-0.20

Omega ratio

Gain probability vs. loss probability

1.05

1.08

-0.03

Calmar ratio

Return relative to maximum drawdown

0.10

0.55

-0.45

Martin ratio

Return relative to average drawdown

0.40

1.91

-1.51

WAMFX vs. WIEFX - Sharpe Ratio Comparison

The current WAMFX Sharpe Ratio is 0.16, which is lower than the WIEFX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of WAMFX and WIEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WAMFXWIEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.34

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.40

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.45

+0.14

Correlation

The correlation between WAMFX and WIEFX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WAMFX vs. WIEFX - Dividend Comparison

WAMFX's dividend yield for the trailing twelve months is around 7.54%, while WIEFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
WAMFX
Boston Trust Walden Midcap Fund
7.54%7.23%3.49%4.84%5.55%4.82%3.87%12.83%7.08%0.45%5.06%5.54%
WIEFX
Boston Trust Walden International Equity Fund
0.00%0.00%1.59%1.59%1.59%1.57%1.12%1.66%1.69%1.17%1.80%0.00%

Drawdowns

WAMFX vs. WIEFX - Drawdown Comparison

The maximum WAMFX drawdown since its inception was -36.81%, which is greater than WIEFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for WAMFX and WIEFX.


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Drawdown Indicators


WAMFXWIEFXDifference

Max Drawdown

Largest peak-to-trough decline

-36.81%

-29.65%

-7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-9.15%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-20.82%

-25.98%

+5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-36.81%

-29.65%

-7.16%

Current Drawdown

Current decline from peak

-8.38%

-8.39%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.94%

-4.96%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.75%

+0.19%

Volatility

WAMFX vs. WIEFX - Volatility Comparison

The current volatility for Boston Trust Walden Midcap Fund (WAMFX) is 3.29%, while Boston Trust Walden International Equity Fund (WIEFX) has a volatility of 5.15%. This indicates that WAMFX experiences smaller price fluctuations and is considered to be less risky than WIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAMFXWIEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

5.15%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

10.38%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

15.62%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

14.32%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

14.72%

+2.76%